Quantitative Trading: How to Build Your Own Algorithmic Trading Business
Ernest P. Chan
The book brings up key topics in developing quantitative models such as problems of overfitting and regime shifts. However, I doubt anything in the book would result in consistent profits. The author puts forth cointegation as a useful way too model price behavior; however, his metric in analyzing whether time series are cointegrated doesn't look right. Nevertheless, it is a good primer to developing quantitative trading models.
Kategorien:
Jahr:
2009
Verlag:
Wiley
Sprache:
english
Seiten:
181
ISBN 10:
0470411147
ISBN 13:
9780470411148
Serien:
Wiley Trading
Datei:
PDF, 3.54 MB
IPFS:
,
english, 2009
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